Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51706.14 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48507.08 Kr¶

PnL: ---------------------------------------> -580.49 Kr¶

DD now: ---------------------------------> -0.459 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 12:23:03.012915'

Anic Portfolio¶

Today¶

Return: 0.13 %¶

This Week¶

Return: 8.793 %¶

Total¶

Return: 69.273 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 2.930000 801.200000 128.200000 19.050000 673.000000
Nordea Bank Abp 29 1.130000 3571.640000 117.640000 3.410000 3453.999992
SAAB B 8 1.450000 3466.400000 89.400000 2.650000 3377.000000
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
Swedbank A 3 2.990000 619.200000 55.200000 9.790000 564.000000
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.410000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.320000 388.700000 33.700000 9.490000 355.000000
Intrum 4 2.820000 554.600000 27.600000 5.240000 527.000000
OEM International B 7 1.680000 551.600000 23.600000 4.470000 527.999997
Norva24 Group 16 -2.220000 563.200000 20.200000 3.720000 543.000000
Securitas B 6 2.310000 585.240000 15.240000 2.670000 570.000000
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 0.600000 537.200000 5.200000 0.980000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 1.260000 250.320000 4.320000 1.760000 246.000000
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 0.370000 546.250000 0.250000 0.050000 546.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Corem Property Group B 59 1.880000 574.370000 -2.630000 -0.460000 576.999999
Midsona B 63 0.770000 579.600000 -3.400000 -0.580000 582.999984
Boozt 12 0.960000 1646.400000 -7.600000 -0.460000 1653.999996
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 2.310000 511.420000 -22.580000 -4.230000 533.999999
International Petroleum Corp. 5 0.530000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 -1.390000 537.800000 -36.200000 -6.310000 574.000000
Vivesto 1368 -0.490000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
OX2 22 4.350000 1846.900000 -142.100000 -7.140000 1989.000002
Axfood 15 -3.240000 3903.000000 -397.000000 -9.230000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48507.080000 -580.490000 -0.45864% 49087.564636

Updated:¶

'2023-02-01 12:23:16.204478'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶